Date | Average Spread | Last Best Bid Price | Last Best Ask Price | Last Best Bid Volume | Last Best Ask Volume | Average Buy Volume | Average Sell Volume | Average Buy Value | Average Sell Value | Spreads Availability Ratio | Quote Availability |
---|---|---|---|---|---|---|---|---|---|---|---|
20/11/2024 | 9.87% | 0.17 CHF | 0.19 CHF | 25,000 | 25,000 | 25,000 | 25,000 | 4,840 CHF | 5,340 CHF | 99.53% | 99.53% |
19/11/2024 | 8.69% | 0.22 CHF | 0.24 CHF | 25,000 | 25,000 | 25,000 | 25,000 | 5,527 CHF | 6,027 CHF | 99.48% | 99.48% |
18/11/2024 | 7.80% | 0.26 CHF | 0.28 CHF | 25,000 | 25,000 | 25,000 | 25,000 | 6,173 CHF | 6,673 CHF | 98.76% | 98.76% |
15/11/2024 | 6.51% | 0.31 CHF | 0.33 CHF | 25,000 | 25,000 | 25,000 | 25,000 | 7,436 CHF | 7,936 CHF | 98.94% | 98.94% |
14/11/2024 | 8.89% | 0.25 CHF | 0.27 CHF | 25,000 | 25,000 | 25,000 | 25,000 | 5,474 CHF | 5,974 CHF | 99.56% | 99.56% |
13/11/2024 | 7.42% | 0.14 CHF | 0.17 CHF | 25,000 | 25,000 | 25,000 | 25,000 | 7,054 CHF | 7,554 CHF | 97.03% | 97.03% |
12/11/2024 | 4.62% | 0.38 CHF | 0.40 CHF | 25,000 | 25,000 | 25,000 | 25,000 | 10,581 CHF | 11,081 CHF | 99.55% | 99.55% |
11/11/2024 | 4.49% | 0.44 CHF | 0.46 CHF | 25,000 | 25,000 | 25,000 | 25,000 | 10,888 CHF | 11,388 CHF | 99.50% | 99.50% |
08/11/2024 | 4.50% | 0.42 CHF | 0.44 CHF | 25,000 | 25,000 | 25,000 | 25,000 | 10,876 CHF | 11,376 CHF | 99.50% | 99.50% |
07/11/2024 | 3.69% | 0.54 CHF | 0.56 CHF | 25,000 | 25,000 | 25,000 | 25,000 | 13,316 CHF | 13,816 CHF | 98.82% | 98.82% |